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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"Game theory"
~subject:"Volatility"
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Zeitreihenanalyse
Game theory
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Theorie
1,515
Theory
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316
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United States
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Time series analysis
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Gil-Alaña, Luis A.
7
Moosa, Imad A.
5
Bahmani-Oskooee, Mohsen
3
Kim, Jong-Min
3
Leybourne, Stephen James
3
Newbold, Paul
3
Bollen, Bernard
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Harvey, David I.
2
Lan, Yihui
2
Lim, Guay C.
2
Ranjbar, Omid
2
Xu, Dinghai
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Dewan A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Agiakloglou, Christos N.
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Ahamada, Ibrahim
1
Al-Fayoumi, Nedal
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Ali Ahmed, Huson Joher
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1
Astorkiza, Kepa
1
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1
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1
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1
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Applied economics
Games and economic behavior
658
Economics letters
538
Journal of economic theory
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Journal of econometrics
419
International journal of forecasting
349
Discussion paper / Tinbergen Institute
285
Discussion paper / Center for Economic Research, Tilburg University
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
269
Journal of forecasting
256
Working paper / National Bureau of Economic Research, Inc.
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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International journal of game theory : official journal of the Game Theory Society
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150
The American economic review
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Journal of banking & finance
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CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Mathematical social sciences
123
Journal of applied econometrics
120
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
119
Applied economics letters
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Social choice and welfare
112
The review of economic studies
112
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Computational economics
104
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104
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ECONIS (ZBW)
155
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
7
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
8
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
9
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
10
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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